Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28823.20 >2 Yr <= 3 Yr No 159.36 <7 Days C-1 30474.13 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38825.52 >2 Yr <= 3 Yr No 755.61 7-30 Days CB-4 36262.30 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17119.04 >2 Yr <= 3 Yr No 91.31 <7 Days E-10 16047.80 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28738.84 >2 Yr <= 3 Yr No 90.27 <7 Days E-3 26818.02 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29879.71 >2 Yr <= 3 Yr No 1479.57 7-30 Days E-4 28628.46 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5787.84 >2 Yr <= 3 Yr Yes 256.04 7-30 Days E-5 6318.71 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21273.74 >2 Yr <= 3 Yr No 594.21 31-90 Days E-6 19897.79 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34943.19 >2 Yr <= 3 Yr Yes 1281.27 <7 Days E-7 38322.40 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9632.15 >2 Yr <= 3 Yr No 472.82 31-90 Days E-8 9408.40 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13387.57 >2 Yr <= 3 Yr Yes 541.25 7-30 Days E-9 12139.42 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38238.76 >2 Yr <= 3 Yr No 567.41 31-90 Days G-4 39686.62 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3033.53 >2 Yr <= 3 Yr No 115.91 7-30 Days IG-3 3289.96 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31405.25 >2 Yr <= 3 Yr No 136.52 31-90 Days IG-4 32126.16 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1945.35 >2 Yr <= 3 Yr Yes 90.73 31-90 Days IG-5 2086.76 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31665.59 >2 Yr <= 3 Yr No 86.72 7-30 Days IG-6 29520.44 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17840.72 >2 Yr <= 3 Yr No 55.67 <7 Days IG-7 17773.59 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27426.02 >2 Yr <= 3 Yr Yes 487.57 <7 Days IG-8 25596.32 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2183.26 >2 Yr <= 3 Yr No 75.91 31-90 Days L-1 2358.30 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8051.28 >2 Yr <= 3 Yr No 144.17 31-90 Days L-10 8844.84 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2166.97 >2 Yr <= 3 Yr No 92.87 7-30 Days L-11 1977.79 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35971.91 >2 Yr <= 3 Yr No 220.86 <7 Days L-2 38211.10 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16566.03 >2 Yr <= 3 Yr Yes 544.46 7-30 Days L-3 16690.73 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28341.96 >2 Yr <= 3 Yr Yes 1210.76 7-30 Days L-4 25625.51 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7427.59 >2 Yr <= 3 Yr No 274.30 7-30 Days L-5 6781.16 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30126.12 >2 Yr <= 3 Yr Yes 84.93 <7 Days L-6 29492.64 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance